-78.0%
PATH vs GNRC
-40.1%
-37.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.4% | -19.0% | -17.6% |
| 7D | -16.3% | +1.9% | -18.2% | -17.1% |
| 30D | +9.9% | -13.8% | +23.7% | +15.8% |
| 3M | +30.2% | -32.6% | +62.8% | +48.7% |
| 6M | +37.2% | -15.2% | +52.4% | +36.8% |
| YTD | -7.3% | +37.4% | -44.7% | -30.0% |
| 1Y | +40.0% | +5.1% | +34.9% | +20.6% |
| 3Y | -4.4% | +57.5% | -61.9% | -37.2% |
| 5Y | -76.0% | -58.7% | -17.3% | -73.0% |
| All | -78.0% | -40.1% | -37.9% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GNRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling